+199.0%
AMD vs EFX
-31.2%
+230.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.2% | +11.8% |
| 7D | -11.0% | +2.7% | -13.7% | -12.2% |
| 30D | -30.5% | +33.1% | -63.6% | -38.5% |
| 3M | -8.2% | +8.2% | -16.4% | -13.1% |
| 6M | +6.6% | +10.2% | -3.6% | -3.1% |
| YTD | +109.7% | -11.8% | +121.5% | +109.8% |
| 1Y | +88.9% | -6.1% | +95.0% | +80.5% |
| 3Y | +301.8% | +7.5% | +294.3% | +209.6% |
| All | +199.0% | -31.2% | +230.3% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling